CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1573 |
1.1558 |
-0.0016 |
-0.1% |
1.1541 |
| High |
1.1580 |
1.1615 |
0.0035 |
0.3% |
1.1593 |
| Low |
1.1527 |
1.1527 |
0.0000 |
0.0% |
1.1478 |
| Close |
1.1545 |
1.1541 |
-0.0004 |
0.0% |
1.1510 |
| Range |
0.0053 |
0.0088 |
0.0035 |
66.0% |
0.0116 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.8% |
0.0000 |
| Volume |
112 |
222 |
110 |
98.2% |
1,374 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1825 |
1.1771 |
1.1589 |
|
| R3 |
1.1737 |
1.1683 |
1.1565 |
|
| R2 |
1.1649 |
1.1649 |
1.1557 |
|
| R1 |
1.1595 |
1.1595 |
1.1549 |
1.1578 |
| PP |
1.1561 |
1.1561 |
1.1561 |
1.1552 |
| S1 |
1.1507 |
1.1507 |
1.1533 |
1.1490 |
| S2 |
1.1473 |
1.1473 |
1.1525 |
|
| S3 |
1.1385 |
1.1419 |
1.1517 |
|
| S4 |
1.1297 |
1.1331 |
1.1493 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1873 |
1.1807 |
1.1574 |
|
| R3 |
1.1758 |
1.1692 |
1.1542 |
|
| R2 |
1.1642 |
1.1642 |
1.1531 |
|
| R1 |
1.1576 |
1.1576 |
1.1521 |
1.1552 |
| PP |
1.1527 |
1.1527 |
1.1527 |
1.1515 |
| S1 |
1.1461 |
1.1461 |
1.1499 |
1.1436 |
| S2 |
1.1411 |
1.1411 |
1.1489 |
|
| S3 |
1.1296 |
1.1345 |
1.1478 |
|
| S4 |
1.1180 |
1.1230 |
1.1446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1615 |
1.1478 |
0.0137 |
1.2% |
0.0066 |
0.6% |
46% |
True |
False |
325 |
| 10 |
1.1674 |
1.1478 |
0.0197 |
1.7% |
0.0062 |
0.5% |
32% |
False |
False |
204 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0059 |
0.5% |
32% |
False |
False |
334 |
| 40 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0047 |
0.4% |
22% |
False |
False |
239 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
14% |
False |
False |
168 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
14% |
False |
False |
138 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
14% |
False |
False |
115 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0044 |
0.4% |
13% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1989 |
|
2.618 |
1.1845 |
|
1.618 |
1.1757 |
|
1.000 |
1.1703 |
|
0.618 |
1.1669 |
|
HIGH |
1.1615 |
|
0.618 |
1.1581 |
|
0.500 |
1.1571 |
|
0.382 |
1.1560 |
|
LOW |
1.1527 |
|
0.618 |
1.1472 |
|
1.000 |
1.1439 |
|
1.618 |
1.1384 |
|
2.618 |
1.1296 |
|
4.250 |
1.1153 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1571 |
1.1562 |
| PP |
1.1561 |
1.1555 |
| S1 |
1.1551 |
1.1548 |
|